It has long been considered that the addition of cyclodextrins (CDs) disfavors the self-assembly of surfactants in dilute solutions since the hydrophobic effect is destroyed upon the formation of the hydrophiphilic CD/surfactant inclusion complex. However, in this work, we found that beta-CD/nonionic surfactant inclusion complexes are able to self-assemble into vesicles in dilute solutions, namely in solutions with concentration lower than the CMC of surfactants. When using Tween 20 as a model surfactant, HNMR and MS measurements indicate that the building block for the vesicles is the channel type Tween 20@ 2 beta-CD inclusion complex. Structure and IR analysis suggests that the self-assembly of hydrophilic Tween 20@2 beta-CD is driven by H-bonds between both the headgroup of Tween 20 and the hydroxyl groups of beta-CD. The self-assembly of the inclusion complex between the beta-CD and the nonionic surfactant in dilute solution is found to be a general phenomenon. Undoubtedly, surfactant@2 beta-CD inclusion complex can be a novel building block for nonamphiphilic self-assembly, which provides a new physical insight for the influence of cyclodextrins on the self-assembly of surfactants.